We need to clarify that transforms inherited from WindowStatisticsTransform in most cases should be applied to regressor columns.
For example "This transform, applied to non-regressor column, generates non-regressor column. Apply it to regressor columns to get regressor columns too. In majority of cases you need to generate regressor to use them in the future. For example, apply this transform to target lags, not to target directly."
May be add warning in constructor if transform is applied to non-regressor columns.
📖 Documentation improvement
We need to clarify that transforms inherited from
WindowStatisticsTransformin most cases should be applied to regressor columns.For example "This transform, applied to non-regressor column, generates non-regressor column. Apply it to regressor columns to get regressor columns too. In majority of cases you need to generate regressor to use them in the future. For example, apply this transform to target lags, not to target directly."
May be add warning in constructor if transform is applied to non-regressor columns.
Additional context
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